+2.5%
CMCSA vs CEG
-23.2%
+25.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.4% |
| 7D | +0.7% | +11.8% | -11.1% | +2.0% |
| 30D | +21.0% | -6.5% | +27.5% | +20.6% |
| 3M | -0.9% | -1.2% | +0.2% | -0.6% |
| 6M | +2.9% | -8.0% | +10.9% | +2.8% |
| YTD | -5.9% | -21.9% | +16.0% | -6.3% |
| 1Y | +2.5% | -21.4% | +23.9% | +3.2% |
| All | +2.5% | -23.2% | +25.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling